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Financial Instruments, Risk Management Activities, and Fair Values (Tables)

12 Months Ended

May 30, 2021

Financial Instruments, Risk Management Activities, and Fair Values [Abstract]

Schedule of Marketable Debt and Equity Securities and Maturities [Table Text Block]

	Cost					Fair Value					Gross Gains					Gross Losses
	Fiscal Year					Fiscal Year					Fiscal Year					Fiscal Year
In Millions		2021		2020			2021		2020			2021		2020			2021		2020
Available for sale debt securities	$	76.9	$	56.7		$	76.9	$	56.7		$	-	$	-		$	-	$	-
Equity securities		360.3		0.3			365.6		4.9			5.3		4.6			-		-
Total	$	437.2	$	57.0		$	442.5	$	61.6		$	5.3	$	4.6		$	-	$	-

		Marketable Securities
In Millions		Cost		Fair Value
Under 1 year (current)	$	76.9	$	76.9
Equity securities		360.3		365.6
Total	$	437.2	$	442.5

Schedule of Unallocated Corporate items [Table Text Block]

	Fiscal Year
In Millions		2021			2020			2019
Net gain (loss) on mark-to-market valuation of commodity positions	$	138.2		$	(63.0)		$	(39.0)
Net (gain) loss on commodity positions reclassified from unallocated corporate items to segment operating profit		(8.8)			35.6			10.0
Net mark-to-market revaluation of certain grain inventories		9.4			2.7			(7.0)
Net mark-to-market valuation of certain commodity positions recognized in unallocated corporate items	$	138.8		$	(24.7)		$	(36.0)

Schedule of Pre-tax Amounts of Cash-Settled Interest Rate Hedges in AOCI [Table Text Block]

In Millions		Gain/(Loss)
3.15% notes due December 15, 2021	$	(5.3)
2.6% notes due October 12, 2022		1.0
1.0% notes due April 27, 2023		(0.5)
3.7% notes due October 17, 2023		(0.8)
3.65% notes due February 15, 2024		4.9
4.0% notes due April 17, 2025		(2.3)
3.2% notes due February 10, 2027		9.7
1.5% notes due April 27, 2027		(1.9)
4.2% notes due April 17, 2028		(7.0)
4.55% notes due April 17, 2038		(9.2)
5.4% notes due June 15, 2040		(10.6)
4.15% notes due February 15, 2043		8.5
4.7% notes due April 17, 2048		(12.8)
Net pre-tax hedge loss in AOCI	$	(26.3)

Schedule of Interest Rate Swaps [Table Text Block]

In Millions		May 30, 2021				May 31, 2020
Pay-floating swaps - notional amount	$	731.5			$	666.1
Average receive rate		0.4	%			0.4	%
Average pay rate		0.1	%			0.3	%
Pay-fixed swaps - notional amount	$	-			$	500.0
Average receive rate		-	%			1.7	%
Average pay rate		-	%			2.1	%

Schedule of Fair Value Measurement Inputs [Table Text Block]

	May 30, 2021									May 30, 2021
	Fair Values of Assets									Fair Values of Liabilities
In Millions		Level 1		Level 2		Level 3		Total			Level 1		Level 2		Level 3		Total
Derivatives designated as hedging instruments:
Interest rate contracts (a) (b)	$	-	$	28.8	$	-	$	28.8		$	-	$	-	$	-	$	-
Foreign exchange contracts (a) (c)		-		2.3		-		2.3			-		(36.3)		-		(36.3)
Total		-		31.1		-		31.1			-		(36.3)		-		(36.3)
Derivatives not designated as hedging instruments:
Foreign exchange contracts (a) (c)		-		2.5		-		2.5			-		(1.6)		-		(1.6)
Commodity contracts (a) (d)		11.1		20.5		-		31.6			(0.8)		(0.5)		-		(1.3)
Grain contracts (a) (d)		-		12.0		-		12.0			-		(0.9)		-		(0.9)
Total		11.1		35.0		-		46.1			(0.8)		(3.0)		-		(3.8)
Other assets and liabilities reported at fair value:
Marketable investments (a) (e)		365.6		76.9		-		442.5			-		-		-		-
Total		365.6		76.9		-		442.5			-		-		-		-
Total assets, liabilities, and derivative positions recorded at fair value	$	376.7	$	143.0	$	-	$	519.7		$	(0.8)	$	(39.3)	$	-	$	(40.1)

(a)These contracts and investments are recorded as prepaid expenses and other current assets, other assets, other current liabilities or other liabilities, as appropriate, based on whether in a gain or loss position. Certain marketable investments are recorded as cash and cash equivalents.

(b)Based on LIBOR and swap rates. As of May 30, 2021, the carrying amount of hedged debt designated as the hedged item in a fair value hedge was $736.9 million and was classified on the Consolidated Balance Sheet within long-term debt. As of May 30, 2021, the cumulative amount of fair value hedging basis adjustments was $5.4 million.

(c)Based on observable market transactions of spot currency rates and forward currency prices.

(d)Based on prices of futures exchanges and recently reported transactions in the marketplace.

(e)Based on prices of common stock, mutual fund net asset values, and bond matrix pricing.

	May 31, 2020									May 31, 2020
	Fair Values of Assets									Fair Values of Liabilities
In Millions		Level 1		Level 2		Level 3		Total			Level 1		Level 2		Level 3		Total
Derivatives designated as hedging instruments:
Interest rate contracts (a) (b)	$	-	$	5.6	$	-	$	5.6		$	-	$	(7.8)	$	-	$	(7.8)
Foreign exchange contracts (a) (c)		-		19.8		-		19.8			-		(3.8)		-		(3.8)
Total		-		25.4		-		25.4			-		(11.6)		-		(11.6)
Derivatives not designated as hedging instruments:
Foreign exchange contracts (a) (c)		-		18.8		-		18.8			-		(0.2)		-		(0.2)
Commodity contracts (a) (d)		4.6		1.6		-		6.2			(3.4)		(26.7)		-		(30.1)
Grain contracts (a) (d)		-		5.0		-		5.0			-		(1.2)		-		(1.2)
Total		4.6		25.4		-		30.0			(3.4)		(28.1)		-		(31.5)
Other assets and liabilities reported at fair value:
Marketable investments (a) (e)		4.9		56.7		-		61.6			-		-		-		-
Total		4.9		56.7		-		61.6			-		-		-		-
Total assets, liabilities, and derivative positions recorded at fair value	$	9.5	$	107.5	$	-	$	117.0		$	(3.4)	$	(39.7)	$	-	$	(43.1)

(a)These contracts and investments are recorded as prepaid expenses and other current assets, other assets, other current liabilities or other liabilities, as appropriate, based on whether in a gain or loss position. Certain marketable investments are recorded as cash and cash equivalents.

(b)Based on LIBOR and swap rates. As of May 31, 2020, the carrying amount of hedged debt designated as the hedged item in a fair value hedge was $670.9 million and was classified on the Consolidated Balance Sheet within long-term debt. As of May 31, 2020, the cumulative amount of fair value hedging basis adjustments was $4.8 million.

(c)Based on observable market transactions of spot currency rates and forward currency prices.

(d)Based on prices of futures exchanges and recently reported transactions in the marketplace.

(e)Based on prices of common stock and bond matrix pricing.

Schedule of Gains and Losses on Hedges [Table Text Block]

		Interest Rate Contracts				Foreign Exchange Contracts				Equity Contracts				Commodity Contracts				Total
		Fiscal Year				Fiscal Year				Fiscal Year				Fiscal Year				Fiscal Year
In Millions		2021		2020		2021		2020		2021		2020		2021		2020		2021		2020
Derivatives in Cash Flow Hedging Relationships:
Amount of gain (loss) recognized in other comprehensive income (OCI)	$	31.2	$	(6.9)	$	(58.7)	$	11.3	$	-	$	-	$	-	$	-	$	(27.5)	$	4.4
Amount of net (loss) gain reclassified from AOCI into earnings (a)		(9.4)		(9.5)		(9.8)		4.6		-		-		-		-		(19.2)		(4.9)
Derivatives in Fair Value Hedging Relationships:
Amount of net loss recognized in earnings (b)		(0.3)		(4.9)		-		-		-		-		-		-		(0.3)		(4.9)
Derivatives Not Designated as Hedging Instruments:
Amount of net (loss) gain recognized in earnings (c)		-		(1.4)		4.2		15.7		47.7		8.6		134.6		(55.6)		186.5		(32.7)

(a)(Loss) gain reclassified from AOCI into earnings is reported in interest, net for interest rate swaps and in cost of sales and SG&A expenses for foreign exchange contracts. For the fiscal year ended May 30, 2021, the amount of loss reclassified from AOCI into cost of sales was $9.3 million and the amount of loss reclassified from AOCI into SG&A was $0.5 million. For the fiscal year ended May 31, 2020, the amount of gain reclassified from AOCI into cost of sales was $5.1 million and the amount of loss reclassified from AOCI into SG&A was $0.5 million.

(b)Loss recognized in earnings is reported in interest, net for interest rate contracts, in cost of sales for commodity contracts, and in SG&A expenses for equity contracts and foreign exchange contracts

(c)Gain (loss) recognized in earnings is related to the ineffective portion of the hedging relationship, reported in SG&A expenses for foreign exchange contracts and interest, net for interest rate contracts. No amounts were reported as a result of being excluded from the assessment of hedge effectiveness.

Reconciliation of Net Fair Values of Assets Subject to Offsetting Arrangements [Table Text Block]

		May 30, 2021
		Assets													Liabilities
								Gross Amounts Not Offset in the Balance Sheet (e)													Gross Amounts Not Offset in the Balance Sheet (e)
In Millions	Gross Amounts of Recognized Assets		Gross Liabilities Offset in the Balance Sheet (a)		Net Amounts of Assets (b)		Financial Instruments		Cash Collateral Received		Net Amount (c)			Gross Amounts of Recognized Liabilities		Gross Assets Offset in the Balance Sheet (a)		Net Amounts of Liabilities (b)		Financial Instruments		Cash Collateral Pledged		Net Amount (d)
Commodity contracts	$	31.6	$	-	$	31.6	$	(1.3)	$	(9.1)	$	21.2		$	(1.3)	$	-	$	(1.3)	$	1.3	$	-	$	-
Interest rate contracts		29.8		-		29.8		-		-		29.8			-		-		-		-		-		-
Foreign exchange contracts		4.8		-		4.8		(4.1)		-		0.7			(37.9)		-		(37.9)		4.1		-		(33.8)
Equity contracts		2.2		-		2.2		-		-		2.2			-		-		-		-		-		-
Total	$	68.4	$	-	$	68.4	$	(5.4)	$	(9.1)	$	53.9		$	(39.2)	$	-	$	(39.2)	$	5.4	$	-	$	(33.8)

		May 31, 2020
		Assets													Liabilities
								Gross Amounts Not Offset in the Balance Sheet (e)													Gross Amounts Not Offset in the Balance Sheet (e)
In Millions		Gross Amounts of Recognized Assets		Gross Liabilities Offset in the Balance Sheet (a)		Net Amounts of Assets (b)		Financial Instruments		Cash Collateral Received		Net Amount (c)			Gross Amounts of Recognized Liabilities		Gross Assets Offset in the Balance Sheet (a)		Net Amounts of Liabilities (b)		Financial Instruments		Cash Collateral Pledged		Net Amount (d)
Commodity contracts	$	6.2	$	-	$	6.2	$	(4.2)	$	-	$	2.0		$	(30.1)	$	-	$	(30.1)	$	4.2	$	15.9	$	(10.0)
Interest rate contracts		6.0		-		6.0		(0.8)		-		5.2			(8.0)		-		(8.0)		0.8		-		(7.2)
Foreign exchange contracts		38.6		-		38.6		(3.7)		-		34.9			(4.0)		-		(4.0)		3.7		-		(0.3)
Equity contracts		8.6		-		8.6		-		-		8.6			-		-		-		-		-		-
Total	$	59.4	$	-	$	59.4	$	(8.7)	$	-	$	50.7		$	(42.1)	$	-	$	(42.1)	$	8.7	$	15.9	$	(17.5)

(a)Includes related collateral offset in our Consolidated Balance Sheets.

(b)Net fair value as recorded in our Consolidated Balance Sheets.

(c)Fair value of assets that could be reported net in our Consolidated Balance Sheets.

(d)Fair value of liabilities that could be reported net in our Consolidated Balance Sheets.

(e)Fair value of assets and liabilities reported on a gross basis in our Consolidated Balance Sheets.

Reconciliation of Net Fair Values of Liabilities Subject to Offsetting Arrangements [Table Text Block]

		May 30, 2021
		Assets													Liabilities
								Gross Amounts Not Offset in the Balance Sheet (e)													Gross Amounts Not Offset in the Balance Sheet (e)
In Millions	Gross Amounts of Recognized Assets		Gross Liabilities Offset in the Balance Sheet (a)		Net Amounts of Assets (b)		Financial Instruments		Cash Collateral Received		Net Amount (c)			Gross Amounts of Recognized Liabilities		Gross Assets Offset in the Balance Sheet (a)		Net Amounts of Liabilities (b)		Financial Instruments		Cash Collateral Pledged		Net Amount (d)
Commodity contracts	$	31.6	$	-	$	31.6	$	(1.3)	$	(9.1)	$	21.2		$	(1.3)	$	-	$	(1.3)	$	1.3	$	-	$	-
Interest rate contracts		29.8		-		29.8		-		-		29.8			-		-		-		-		-		-
Foreign exchange contracts		4.8		-		4.8		(4.1)		-		0.7			(37.9)		-		(37.9)		4.1		-		(33.8)
Equity contracts		2.2		-		2.2		-		-		2.2			-		-		-		-		-		-
Total	$	68.4	$	-	$	68.4	$	(5.4)	$	(9.1)	$	53.9		$	(39.2)	$	-	$	(39.2)	$	5.4	$	-	$	(33.8)

		May 31, 2020
		Assets													Liabilities
								Gross Amounts Not Offset in the Balance Sheet (e)													Gross Amounts Not Offset in the Balance Sheet (e)
In Millions		Gross Amounts of Recognized Assets		Gross Liabilities Offset in the Balance Sheet (a)		Net Amounts of Assets (b)		Financial Instruments		Cash Collateral Received		Net Amount (c)			Gross Amounts of Recognized Liabilities		Gross Assets Offset in the Balance Sheet (a)		Net Amounts of Liabilities (b)		Financial Instruments		Cash Collateral Pledged		Net Amount (d)
Commodity contracts	$	6.2	$	-	$	6.2	$	(4.2)	$	-	$	2.0		$	(30.1)	$	-	$	(30.1)	$	4.2	$	15.9	$	(10.0)
Interest rate contracts		6.0		-		6.0		(0.8)		-		5.2			(8.0)		-		(8.0)		0.8		-		(7.2)
Foreign exchange contracts		38.6		-		38.6		(3.7)		-		34.9			(4.0)		-		(4.0)		3.7		-		(0.3)
Equity contracts		8.6		-		8.6		-		-		8.6			-		-		-		-		-		-
Total	$	59.4	$	-	$	59.4	$	(8.7)	$	-	$	50.7		$	(42.1)	$	-	$	(42.1)	$	8.7	$	15.9	$	(17.5)

(a)Includes related collateral offset in our Consolidated Balance Sheets.

(b)Net fair value as recorded in our Consolidated Balance Sheets.

(c)Fair value of assets that could be reported net in our Consolidated Balance Sheets.

(d)Fair value of liabilities that could be reported net in our Consolidated Balance Sheets.

(e)Fair value of assets and liabilities reported on a gross basis in our Consolidated Balance Sheets.

Schedule of After-tax Amounts of Cash Flow Hedges in AOCI [Table Text Block]

In Millions		After-Tax Gain/(Loss)
Unrealized gains from interest rate cash flow hedges	$	0.4
Unrealized losses from foreign currency cash flow hedges		(18.9)
After-tax loss in AOCI related to hedge derivatives	$	(18.5)

Customer Concentractions [Table Text Block]

Percent of total	Consolidated		North America Retail		Convenience Stores & Foodservice		Europe & Australia		Asia & Latin America		Pet
Walmart (a):
Net sales	20	%	29	%	7	%	-	%	5	%	13	%
Accounts receivable			28	%	6	%	-	%	5	%	14	%
Five largest customers:
Net sales			53	%	42	%	32	%	11	%	71	%
(a) Includes Walmart Inc. and its affiliates.

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